Villar (Israel) Market Value
| VILR Stock | ILS 16,920 400.00 2.42% |
| Symbol | Villar |
Villar 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Villar's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Villar.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Villar on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Villar or generate 0.0% return on investment in Villar over 30 days. Villar is related to or competes with Israel Canada, Azrieli, Delek, Shikun Binui, and Israel Discount. Villar International Ltd. engages in acquiring and building industrial and residential real estate properties in Israel ... More
Villar Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Villar's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Villar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.0168 | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 3.21 |
Villar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Villar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Villar's standard deviation. In reality, there are many statistical measures that can use Villar historical prices to predict the future Villar's volatility.| Risk Adjusted Performance | 0.0562 | |||
| Jensen Alpha | 0.1786 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0156 | |||
| Treynor Ratio | (0.34) |
Villar Backtested Returns
Villar appears to be very steady, given 3 months investment horizon. Villar owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Villar, which you can use to evaluate the volatility of the company. Please review Villar's Coefficient Of Variation of 1538.77, risk adjusted performance of 0.0562, and Semi Deviation of 2.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Villar holds a performance score of 11. The entity has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Villar are expected to decrease at a much lower rate. During the bear market, Villar is likely to outperform the market. Please check Villar's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Villar's existing price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Villar has below average predictability. Overlapping area represents the amount of predictability between Villar time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Villar price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Villar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 80.3 K |
Villar lagged returns against current returns
Autocorrelation, which is Villar stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Villar's stock expected returns. We can calculate the autocorrelation of Villar returns to help us make a trade decision. For example, suppose you find that Villar has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Villar regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Villar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Villar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Villar stock over time.
Current vs Lagged Prices |
| Timeline |
Villar Lagged Returns
When evaluating Villar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Villar stock have on its future price. Villar autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Villar autocorrelation shows the relationship between Villar stock current value and its past values and can show if there is a momentum factor associated with investing in Villar.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Villar Stock
Villar financial ratios help investors to determine whether Villar Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Villar with respect to the benefits of owning Villar security.